Citi Group Enterprise Stress Testing Sr Group Manager- Liquidity Risk C15 - Hybrid 

United States, District of Columbia, Washington 

642967805

About Citi

stakeholders in 1LoD GLM and 2LoD GLRM. He/ She needs to leverage the analytics expertise on both the loss models and scenario models to support the firmwide stress testing program.

Responsibilities:

• Conduct annual reviews ofprograms for liquidity and market non-trading stress testing programs, including the regulatory driven stress testing, internal stress testing, and the risk pool contribution to enterprise level stress testing programs (e.g., GSST, RST, ICAAPs).
• Contribute to additional review, which may be required based on changes in scenario, assumptions, or methodologies, as well as significant macroeconomic or market events
• Conduct data analysis and support pool owners in reviewing the results.
• Analyze and interpret reports, make recommendations addressing business needs.
• Communicate findings to applicable stakeholders and ensure action plans are defined to remediate issues
• Evaluate stress test results and actions (e.g. limit setting/ monitoring, risk appetite, risk identification).
• Assist in the development of analytic engines for business product lines.
• Communicate results to a variety of audiences.
• Conduct analysis and package it into detailed technical documentation reports to meet regulatory guidelines and exceed industry standards.
• Identify modeling opportunities that yield measurable business results.
• Supervise junior team members.

Qualifications:

• 0+ years’ industry experience intreasury & funding risk or risk managementfields, including liquidity, Market, or CCR including risk management,model validation,ormodel analytics.
• Experienceinrelevant regulatory guidance, including theReg YY, SR12-7
• Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second master’s degree, FRM or CFA.
• Knowledge of risk appetite, limit setting, banking book/ trading book products and risk management practices

• Consistently demonstrates clear and concise written and verbal communication skills
• Self-motivated and detail oriented
• Demonstrated project management and organizational skills and capability to handle multiple projects at one time
• Proficient in Microsoft Office (EXCEL), SAS, R, Python or other programing languages

Anticipated Posting Close Date:

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